+2,231.7%
AEP vs MTB
+8,245.1%
-6,013.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | +2.0% | +2.8% | -0.8% | +1.5% |
| 30D | +0.5% | -4.2% | +4.7% | +1.3% |
| 3M | -0.3% | +7.8% | -8.1% | -1.8% |
| 6M | -3.5% | +14.8% | -18.3% | -6.1% |
| YTD | +11.3% | +20.8% | -9.5% | +7.0% |
| 1Y | +20.2% | +23.1% | -2.9% | +15.0% |
| 3Y | +79.8% | +114.8% | -35.1% | +51.8% |
| 5Y | +65.6% | +103.3% | -37.7% | +38.2% |
| 10Y | +169.3% | +173.0% | -3.7% | +99.3% |
| All | +2,231.7% | +8,245.1% | -6,013.3% | +947.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MTB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling